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From Phil Steitz <phil.ste...@gmail.com>
Subject Re: [math] EmpiricalDistribution
Date Tue, 06 Sep 2011 13:32:23 GMT
On 9/6/11 12:00 AM, Mikkel Meyer Andersen wrote:
> 2011/9/5 Phil Steitz <phil.steitz@gmail.com>:
>> I have a couple of proposals for this class:
>>
>> 0) Merge the interface and impl.   This is consistent with what we
>> are doing in some other places where we have only one implementation.
> Fine with me.
>> 1) Extend this class to actually provide a distribution - i.e.
>> implement the Distribution interface.
> Won't we have problems, e.g. with implementing cumulativeProbability?

The idea I had was to interpolate within bins.  So to compute the
cdf at x you would find its bin, sum the mass (based on number of
original sample points contained, like the sampling does) of the
bins below its containing bin and then use the defined kernel within
bin to determine how much of its own bin's mass to include.

>> 2) make the kernel used within bins configurable.  Currently, values
>> are generated (and the cdf would be computed) assuming a Gaussian
>> distribution within bins.  I think at least a uniform option should
>> be provided.
> +1, maybe it can be generalised to providing user-defined kernels.

Good idea.  Need to think about how to enable that.

Thanks!

Phil
>> Thanks in advance for any feedback on this or further suggestions
>> for improvement.
>>
>> Phil
>>
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